One commonality in my strategies is the inclusion of a market timing component. This could be a signal to go into cash or reduce position size or enter a ‘safe’ ETF. This applies to my swing trading strategies, my monthly rotation strategies and my Tactical Assert Allocation strategies. As a researcher, I am always on a looking to improve this part of my strategies.
There have been a handful of market timing methods I have been wanting to test and compare with my current 200-day moving average version. I collected enough of them to test all at once and to compare the results.
Click here continue reading
Good Quant Trading,
Cesar
Looking for more strategies to trade and a group of like minded traders? My private trading club, The Crew, provides that and more. Click here to learn more.
|
